Steam's option to launch on startup is on by default. You can change it by going to the menu bar and choosing Steam → Preferences… to open Steam's Preferences window. Then in the Preferences window choose Interface (I know, that's not intuitive, is it), and uncheck Run Steam when my computer starts:
To stop an already-running Steam, just switch to ...

Yes, Counter Strike 1.6 on Steam is currently cross platform on Windows, Mac OS X and SteamOS+Linux.
It is interoperable between all platforms, so you should have no problems playing with friends on a LAN.

Another current bug that induces input latency is that sometimes, TF2 shows up in the wrong Space—instead of staying in its own dedicated fullscreen Space, it'll be in one of your regular desktops. When that happens, TF2 can't suppress vertical sync anymore, which can have a pretty big impact on crosshair responsiveness.
You can sometimes fix the problem by ...

Most of these answers are OBSOLETE as of 2015 (or earlier).
The Mac steam client allows you go choose a location for installing the game, including "Create new Steam library on drive /Volumes/DriveName"
Maury Markowitz's answer is also a good one, but I can't vote it up yet... :-/